23 citations · 37 across the 6 of their papers we have counts for
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q-fin.TR2008
Computational modeling of collective human behavior: Example of financial markets
Andy Kirou, Blazej Ruszczycki, Markus Walser +1
We discuss how minimal financial market models can be constructed by bridging the gap between two existing, but incomplete, market models: a model in which a population of virtual…
cond-mat.other2008★ 14 cited
Relating the microscopic rules in coalescence-fragmentation models to the macroscopic cluster size distributions which emerge
Blazej Ruszczycki, Ben Burnett, Zhenyuan Zhao +1
Coalescence-fragmentation problems are of great interest across the physical, biological, and recently social sciences. They are typically studied from the perspective of the rate…